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# st: RE: Covariance matrix of independent variables

 From "Nick Cox" <[email protected]> To <[email protected]> Subject st: RE: Covariance matrix of independent variables Date Mon, 18 Nov 2002 16:24:23 -0000

```Hoetker, Glenn
>
> I need to place the covariance matrix of my RHS variables
> into a matrix
> for further manipulation.
>
>
> Many thanks for any hints.  I've looked through the help and manuals
> repeatedly, but I still feel like I'm missing something obvious.
>

. findit covariance matrix

Selected results:

FAQ     . . . . . . . . . . . . . . . . . . . Obtaining the
correlation matrix
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
W. Gould
12/99   How can I obtain the correlation matrix as a Stata
matrix?
http://www.stata.com/support/faqs/stat/rho.html

STB-56  dm79 . . . . . . . . . . . . . . . . . .  Yet more new matrix
commands
(help matcorr, matewmf, matvsort, svmat2 if installed) . . .
N. J. Cox
7/00    pp.4--8; STB Reprints Vol 10, pp.17--23
commands to produce a correlation matrix, elementwise monadic
function of another matrix, selected subsets of matrix rows
and columns, vec or vech of a matrix, elements sorted within
a vector, matrix from a vector, and commands to save matrices

corrmat from http://www.stata.com/users/sdriver
corrmat.  Create and save correlation or covariance matrices.  /
Program
by Shannon Driver, StataCorp <[email protected]>. / Creates a
correlation
matrix, covariance matrix, or both and optionally / saves them in
the
return list and/or matrix dir.

Nick
[email protected]

*
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```

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